-72.0%
GRAB vs ACI
-44.6%
-27.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | -12.0% | -7.1% | -4.9% | -12.1% |
| 30D | -19.5% | -4.5% | -15.0% | -19.6% |
| 3M | -8.0% | -22.3% | +14.3% | -8.5% |
| 6M | -22.2% | -28.4% | +6.2% | -22.9% |
| YTD | -39.7% | -29.5% | -10.2% | -40.2% |
| 1Y | -43.2% | -34.2% | -9.0% | -43.7% |
| 3Y | -19.1% | -45.7% | +26.6% | -20.2% |
| 5Y | -72.0% | -40.8% | -31.2% | -72.0% |
| All | -72.0% | -44.6% | -27.4% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling